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3. ETF Performances

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3. ETF Performances FOR MARKETING PURPOSE Lyxor ETF Monthly Report - Important information on risk factors, please refer to page 2 30th December 2020 Lyxor ATX (DR) UCITS ETF 1. FUND INFORMATION Ticker: CBATX SW Investment objective Main Fund Characteristics The Lyxor ATX (DR) UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index ATX Total Return. Ticker CBATX SW The ATX Total Return (Austrian Traded index) is a capitalisation-weighted price index and currently consists of the 20 Fund Type SICAV Austrian blue-chip stocks with the highest turnover. Each shares weight is capped at 20%. The index is published by the Domiciliation Luxembourg Vienna Stock Exchange real time in EUR. The ATX® is designed as a tradeable index and is used as the underlying UCITS compliant Yes security for futures, options and structured products. The starting level of the ATX® was set at 1,000 index points on 2 ISIN LU0392496690 January 1991. The ATX® is calculated as a price index. Swiss Tax Yes Replication method Direct (physical) Trading Information Sampling No Securities Lending No Opening Hours Distri- Place Currency Ticker Bloomberg (GMT) bution Share Class Currency EUR Inception Date 01/12/2008 SIX Swiss Exchange 08:00 / 16:20 CHF CBATX SW Yes Nav per share at inception (EUR) 18.011 Deutsche Boerse (Xetra)* 08:00 / 19:00 EUR CBATX GY Yes SIX Swiss Exchange 08:00 / 16:20 EUR CBATXEU SW Yes Total Expense Ratio p.a 0.25% * First Listing Place of this share class Currency risk Yes NAV per Share ( EUR ) 32.39 Share AUM ( M EUR) 11.47 Total Fund Assets ( M EUR ) 11.47 Umbrella ( M EUR ) 6,752.67 Minimum Investment (Share) 1 Income treatment Distribution Last Amount (EUR) 0.59 Source: Lyxor AM, 30th December 2020 2. Index information Source: Bloomberg, Lyxor AM, to 30th December 2020 Full name ATX Total Return Exposure Europe Asset Class Equity Index type Total Return Currency EUR Index Reuters RIC - Index Bloomberg ticker ATXTR Further information - –––Benchmark –– Lyxor ATX (DR) UCITS ETF Index Geographical Allocation Index Sector Allocation Top ten constituents Erste Group Bank Ag 16.93% Omv Ag 12.17% Verbund Ag 10.56% Voestalpine Ag 8.26% Wienerberger Ag 6.75% Raiffeisen Bank International 6.22% Andritz Ag 6.09% Bawag Group Ag 5.93% Ca Immobilien Anlagen Ag 4.91% Mayr-Melnhof Karton Ag 3.73% 3. ETF Performances 1 Month 3 Months 6 Months 3 Years 5 Years Performances related to distributing ETF are calculated reinvesting dividends into the ETF performance Lyxor ATX (DR) UCITS ETF 8.85% 32.94% 25.28% -13.37% 28.34% Performance gap represents the performance differences between the ETF and the Benchmark 8.88% 33.35% 25.92% -11.24% 33.79% Index The Tracking Error represents the annualised volatility of the performance differences Tracking Difference -0.03% -0.41% -0.64% -2.13% -5.45% between the ETF and the benchmark YTD 2019 2018 2017 2016 1Y 3Y 5Y Lyxor ATX (DR) UCITS ETF -11.47% 19.46% -18.08% 32.74% 11.60% Benchmark -10.78% 20.49% -17.44% 34.02% 12.47% Fund volatility 47.18% 30.25% 26.21% Tracking Difference -0.70% -1.02% -0.65% -1.28% -0.87% Benchmark volatility 47.25% 30.29% 26.25% Tracking Error - 1.47% 1.08% 0.68% 0.73% Sharpe ratio -0.25 -0.14 0.21 Source: Bloomberg, Lyxor AM, to 30th December 2020 The figures relating to [past performances / simulated past performances / past performances and simulated past performances] refer or relate to past periods and are not a reliable indicator of future results. This also applies to historical market data. Client services +41 (0)58 272 33 44 | [email protected] | www.lyxoretf.ch FOR MARKETING PURPOSE Lyxor ETF Monthly Report - Important information on risk factors, please refer to page 2 30th December 2020 Risk Factors It is important for potential investors to evaluate the risks described below and in the fund prospectus which can be found on www.lyxoretf.com CAPITAL AT RISK: ETFs are tracking instruments: Their risk profile is similar to a direct investment in the Underlying Index. Investors' capital is fully at risk and investors may not get back the amount originally invested. REPLICATION RISK: The fund objectives might not be reached due to unexpected events on the underlying markets which will impact the index calculation and the efficient fund replication. UNDERLYING RISK: The Underlying Index of a Lyxor ETF may be complex and volatile. When investing in commodities, the Underlying Index is calculated with reference to commodity futures contracts exposing the investor to a liquidity risk linked to costs such as cost of carry and transportation. ETFs exposed to Emerging Markets carry a greater risk of potential loss than investment in Developed Markets as they are exposed to a wide range of unpredictable Emerging Market risks. CURRENCY RISK: ETFs may be exposed to currency risk if the ETF is denominated in a currency different to that of the Underlying Index they are tracking. This means that exchange rate fluctuations could have a negative or positive effect on returns. LIQUIDITY RISK: Liquidity is provided by registered market-makers on the respective stock exchange where the ETF is listed, including Societe Generale. On-exchange liquidity may be limited as a result of a suspension in the underlying market represented by the Underlying Index tracked by the ETF; a failure in the systems of one of the relevant stock exchanges, Societe Generale or other market-maker systems; or an abnormal trading situation or event. Investor's Notice **The Total Expense Ratio (TER) covers all costs incurred by the Management Company to manage the underlying assets. It comprises a Management Fee and Structural Costs described as follows. The Management Fee represents the compensation for the Management Company services. The Structural Costs represent the custodian fee, the administrative fee, the audit fee and all other operating costs that will be paid by the Management Company to operate the funds. This document was prepared by Lyxor Asset Management. This document, and the information contained therein, does not constitute an issue prospectus according to articles 652a and 1156 of the Swiss Code of Obligations ("CO") or a listing prospectus according the Listing Rules of the SIX Swiss Exchange. The information in this document is illustrative and provided for informational purposes only. Some of the information contained herein has been taken from sources whichSociete Generale and LYXOR FUNDS SOLUTIONS S.A. believe to be reliable, but does not guarantee as such. This document does not constitute an offer or an invitation to invest or purchase any financial instrument. Societe Générale, Lyxor AM and Lyxor Asset Management Luxembourg assume no fiduciary responsibility or liability for any consequences financial or otherwise arising from the subscription or acquisition of any instrument described in this document. The investor should make its own appraisal of the risks and should consult to the extent necessary its own legal, financial, tax, accounting and other professional advisors in this respect prior to any subscription or acquisition. This document can not be copied, reproduced or distributed, entirely or partly, without Societe Générale, Lyxor AM and Lyxor Asset Management Luxembourg agreement. Past performance is not a guarantee for future performance. The investment in the Lyxor ETFs may be subject to restrictions with regard to certain persons or in certain countries under national regulations applicable to such persons or in said countries. It is the investor's responsibility to ascertain that they are authorized to invest into these products. By investing into these products, the investor certifies to Société Générale that he is duly authorized to do so, by consulting, if he finds it necessary, his own investment advisors or any other competent professionals with regard to the advisability of said investment. The Lyxor ETFs are offered only outside the United States in compliance with Regulation S promulgated under the Securities Act (the « Regulation S ») to a selected group of investors only in "Offshore Transactions" with "Non-U.S. Persons" (each as defined in Regulation S). The Lyxor ETFs may be reoffered and sold only to "Non-U.S. Persons" in "Offshore Transactions" pursuant to the resale provisions of Regulation S. No person is obligated or intends to register the Lyxor ETFs under the Securities Act or any state securities laws in the United States. The country of domicile of the fund presented in this document is Luxembourg. The fund Lyxor ATX (DR) UCITS ETF is listed on the SIX Swiss Exchange and/or BX Swiss Exchange and authorized for the offer and distribution in Switzerland or from Switzerland pursuant to the Swiss Federal Act on Collective Investment Schemes (CISA). In respect to the units/shares of the fund distributed in and from Switzerland, place of performance and jurisdiction is at the registered office of the Representative in Switzerland. The Swiss Financial Market Supervisory Authority FINMA has authorized Société Générale, Zurich Branch, to act as Swiss Representative and Paying Agent of the funds in Switzerland. The prospectus, simplified prospectus, key investor information document (KIID), articles of association, investment regulations, annual and semi-annual reports and other relevant documentation according to Art. 133 of the Swiss Federal Ordinance on Collective Investment Schemes of the Lyxor ETFs which are authorized for distribution in or from Switzerland, can be obtained free of charge at the Swiss representative office: SOCIETE GENERALE PARIS, Zurich Branch, Lyxor ETF Team Switzerland, Talacker 50, P.O. Box 1928, CH-8021 Zurich, www.lyxoretf.ch, [email protected], +41 58 272 33 44 Client services +41 (0)58 272 33 44 | [email protected] | www.lyxoretf.ch.
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